Optimal Blue 30-Year Fixed Rate Jumbo Mortgage Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.65% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0663 | 12.60 | |
| 0.0904 | 26.83 | |
| 0.8842 | 220.66 | |
| -0.3049 | -4.98 |
Estimation Period:
Jan 3, 2017 to Feb 6, 2026
Jan 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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